-80.5%
BHR vs VT
+215.5%
-296.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +0.9% |
| 7D | +20.0% | -2.3% | +22.3% | +24.9% |
| 30D | +6.1% | -5.0% | +11.1% | +14.9% |
| 3M | -26.4% | -4.9% | -21.5% | -20.7% |
| 6M | -39.1% | -1.5% | -37.5% | -39.2% |
| YTD | -45.6% | +8.5% | -54.1% | -54.3% |
| 1Y | -39.2% | +11.4% | -50.6% | -51.3% |
| 3Y | -31.0% | +70.1% | -101.1% | -73.5% |
| 5Y | -65.1% | +53.7% | -118.8% | -83.5% |
| All | -80.5% | +215.5% | -296.0% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling